Hi Sarah,
Sorry for taking more of your time. I thought that before investigating the use
of assign and paste, I should first understand the approach of using 'list()'.
However, it seems to me that the use of list does not work very well, unless I
have wrongly implemented your suggestion. I implemented your suggestion as
follows:
DCred<- list()
for(i in 1:5){
print(DCred[[i]]<- diff(DCred, lag=i, difference=1))
}
Upon execution of the loop, the following was printed out:
list()
list()
list()
list()
list()
After the loop I tried to access the values for DCred1, DCred2, etc but to no
avail. See my commands and the associated output below:
> DCred[[1]]
list()
> DCred[[i]]
list()
> DCred[1]
[[1]]
list()
Anyway, I then calculate DCred in order to see if the regression
DCred <-lm(DCred~DCred1+DCred2)
will work.
But it did not. Instead I got an error message - see below.
> model<- lm(DCred~DCred[1]+DCred[2], drop.unused.levels = TRUE)
Error in model.frame.default(formula = DCred ~ DCred[1] + DCred[2],
drop.unused.levels = TRUE) :
variable lengths differ (found for 'DCred[1]')
I then modified the right-hand-side of the equation, but still it did not work:
> model <- lm(DCred~DCred[[1]])
Error in model.frame.default(formula = DCred ~ DCred[[1]], drop.unused.levels =
TRUE) :
variable lengths differ (found for 'DCred[[1]]')
I will remain reading up on the assign and paste commands.
Thanks. Lexi
________________________________
From: Sarah Goslee <sarah.gos...@gmail.com>
Cc: "r-help@r-project.org" <r-help@r-project.org>
Sent: Friday, June 15, 2012 12:54 PM
Subject: Re: [R] Help with Sequential Differencing
If you really want DCred1, DCred2, etc, you'll need to use assign() and paste()
within your loop. But he's a more R-ish way:
# Differences of Cred
DCred <- list()
for(i in 1:5){
print(DCred[[i]]<- diff(DCred, lag=i, difference=1))
}
DCred[[1]]
Sarah
On Friday, June 15, 2012, Lekgatlhamang, lexi Setlhare wrote:
Dear R Users,
>Sorry for what seems like I am re-posting. When I was typing my initial
>posting, I intended to copy and paste the commands from my script, but ended
>up forgetting. I am now pasting the commands in this email.NB: Below is a copy
>of 'all' the relevant commands in my script
>
> ##################################################
>data<- read.table("C:\\myfiles\\from drive D\\myfiles 080208\\An R Test
>folder\\Dataset2a.csv", head=TRUE, sep=",")
>str(data)
>data
>
># Extract the variables in data, rename and difference them
>
>Cred <- ts(data[, 2], frequency=12, start=c(2001, 1)) # Cred denotes Credit
>
># Differences of Cred
>DCred<- diff(Cred, difference=1)
>DCred
>for(i in 1:5){
>print(DCred[i]<- diff(DCred, lag=i, difference=1))
>
>}
>
>DCred[1]
>
> DCred[2]
>
> DCred[3]
>
> ################################################
>Thanks Lexi
>
>
>________________________________
>
>To: "r-help@r-project.org" <r-help@r-project.org>
>Sent: Friday, June 15, 2012 11:39 AM
>Subject: Help with Sequential Differencing
>
>
>
>
>Dear R Users,
>
>I have struggled with the following problem for days, which I thought was
>simple, although it would likely be basic to most of you.
>I am working with time series data.
>In my script, my intention is to create first differences of the variables in
>the file so that I end up estimating an equation of the form:
>DCred(t) =c +
>DCred(t-1)+DCred(t-2)+...+DBoB(t)+DBoB(t-1)+DBoB(t-2)+...+Drvr(t)+Drvr(t-1)+Drvr(t-2)+...+e(t)
>
>Where D at the beginning of each variable represents 'change', for first
>difference and e(t) is the error term.
>Now I am trying to use loops to calculate 5 lagged first-differences of each
>variable in the dataset - e.g., DCred(t-1), DCred(t-2), ..., DCred(t-5).
>Example:
># Differences of Cred
>DCred<- diff(Cred, difference=1)
>DCred
>for(i in 1:5){
>print(DCred[i]<- diff(DCred, lag=i, difference=1))
>}
>After I calculated the contemporaneous first difference DCred, this loop is
>meant to compute the subsequent first differences of the same variable; i.e.,
>DCred(t-1) and call it DCred1, DCred(t-2) and call it DCred2, ... and
>DCred(t-5) and call it DCred5.
>The loop works, at least I think so. But now after the loop has executed, when
>I type DCred1[1] (which I thought would give me the first value in the series
>for DCred(t-1)), called DCred1, I get a message "object 'DCred1' not found".
>Similarly typing Dcred1[2] (which I thought would give the second value of
>DCred(t-1)), ie., the second value of DCred1, gives "object DCred1[2] not
>found", etc.
>A copy of the commands and error messages is below:
>> DCred1[1]
>Error: object 'DCred1' not found
>> DCred1[2]
>Error: object 'DCred1' not found
>
>How can I solve this problem? Thank you kindly for your time.
> [[alternative HTML version deleted]]
>
>
--
Sarah Goslee
http://www.stringpage.com/
http://www.sarahgoslee.com/
http://www.functionaldiversity.org/
[[alternative HTML version deleted]]
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